+47.0%
QCOM vs OVV
+34.1%
+12.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.2% | +5.7% |
| 7D | +0.4% | -16.7% | +17.0% | +4.2% |
| 30D | -6.6% | -1.5% | -5.1% | -6.7% |
| 3M | +3.7% | +1.6% | +2.1% | +2.5% |
| 6M | -13.3% | +2.0% | -15.4% | -14.9% |
| YTD | -1.8% | +56.8% | -58.6% | -17.0% |
| 1Y | -2.5% | +64.8% | -67.3% | -19.3% |
| 3Y | +47.0% | +38.3% | +8.7% | +23.3% |
| All | +47.0% | +34.1% | +12.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling